+695.1%
WDC vs BWA
+92.6%
+602.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.6% | +6.7% | +7.3% |
| 7D | -3.2% | +1.7% | -5.0% | -3.6% |
| 30D | -19.0% | -14.6% | -4.4% | -9.7% |
| 3M | -28.4% | -26.2% | -2.2% | -13.0% |
| 6M | -39.2% | -18.4% | -20.8% | -30.3% |
| YTD | +82.1% | +14.7% | +67.4% | +66.4% |
| 1Y | +84.7% | +13.3% | +71.3% | +69.9% |
| 3Y | +825.6% | +64.7% | +760.9% | +548.7% |
| 5Y | +608.2% | +32.2% | +576.0% | +450.2% |
| 10Y | +695.1% | +96.8% | +598.3% | +342.4% |
| All | +695.1% | +92.6% | +602.5% | +342.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BWA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling